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PPA
Parametric Portfolio Associates Portfolio holdings
AUM
$190B
1-Year Est. Return
18.52%
This Fund
S&P 500
This Quarter
Est. Return
+3.86%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$106B
AUM Growth
+$4.18B
(+4.1%)
Cap. Flow
+$1.94B
Cap. Flow
% of AUM
1.84%
Top 10 Holdings %
Top 10 Hldgs %
15.44%
Holding
4,108
New
177
Increased
2,297
Reduced
1,378
Closed
232
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
AT&T
T
|
+$92.5M |
| 2 |
ExxonMobil
XOM
|
+$92.3M |
| 3 |
iShares MSCI EAFE Small-Cap ETF
SCZ
|
+$89.3M |
| 4 |
Microsoft
MSFT
|
+$73.3M |
| 5 |
Wells Fargo
WFC
|
+$68.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
TWX
Time Warner Inc
TWX
|
+$198M |
| 2 |
iShares Core S&P 500 ETF
IVV
|
+$156M |
| 3 |
MON
Monsanto Co
MON
|
+$116M |
| 4 |
Vanguard S&P 500 ETF
VOO
|
+$93.8M |
| 5 |
Credicorp
BAP
|
+$82.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 14.56% |
| 2 | Technology | 14.2% |
| 3 | Healthcare | 11.45% |
| 4 | Consumer Discretionary | 8.86% |
| 5 | Industrials | 8.24% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
NVLN
3301
DELISTED
Novelion Therapeutics Inc. Common Shares
NVLN
| $74K | ﹤0.01% |
20,236
-10,065
| -33% | -$40.4K |
|
|
MXWL
3302
DELISTED
Maxwell Technologies Inc
MXWL
| $74K | ﹤0.01% |
14,206
-3,158
| -18% | -$17.1K |
|
3303
Aptevo Therapeutics
APVO
$5.15M
| – | – |
0
| – | – |
|
3304
Smart Sand
SND
$179M
| $73K | ﹤0.01% |
13,703
-3,719
| -21% | -$23.6K |
|
|
SIGM
3305
DELISTED
Sigma Designs Inc
SIGM
| $70K | ﹤0.01% |
11,531
-10,767
| -48% | -$66.9K |
|
3306
NextDecade
NEXT
$1.78B
| $69K | ﹤0.01% |
10,017
-31,426
| -76% | -$198K |
|
|
ASXC
3307
DELISTED
Asensus Surgical, Inc.
ASXC
| $61K | ﹤0.01% |
+1,084
| New | +$39.5K |
|
|
ENZ
3308
DELISTED
Enzo Biochem, Inc.
ENZ
| $59K | ﹤0.01% |
11,285
-12,062
| -52% | -$73.5K |
|
3309
DHI Group
DHX
$176M
| $58K | ﹤0.01% |
24,771
-142,974
| -85% | -$289K |
|
|
TIS
3310
DELISTED
Orchids Paper Products, Inc.
TIS
| $57K | ﹤0.01% |
14,386
-31,200
| -68% | -$178K |
|
3311
Valhi
VHI
$391M
| $55K | ﹤0.01% |
+966
| New | +$77.8K |
|
3312
ImmunityBio
IBRX
$7.8B
| $54K | ﹤0.01% |
17,493
+4,012
| +30% | +$14.9K |
|
3313
Novavax
NVAX
$1.22B
| $53K | ﹤0.01% |
1,988
+523
| +36% | +$17.7K |
|
3314
Rockwell Medical
RMTI
$28M
| $52K | ﹤0.01% |
+97
| New | +$58.2K |
|
3315
Radiant Logistics
RLGT
$388M
| $51K | ﹤0.01% |
12,917
-5,592
| -30% | -$21.9K |
|
3316
StealthGas
GASS
$329M
| $49K | ﹤0.01% |
12,400
-229,820
| -95% | -$923K |
|
|
GEN
3317
DELISTED
Genesis Healthcare, Inc.
GEN
| $49K | ﹤0.01% |
21,266
+9,793
| +85% | +$18.9K |
|
|
ZOM
3318
DELISTED
Zomedica Corp.
ZOM
| $47K | ﹤0.01% |
+20,899
| New | +$42K |
|
3319
Ardelyx
ARDX
$1.25B
| $46K | ﹤0.01% |
12,474
-73,995
| -86% | -$343K |
|
3320
Information Services Group
III
$197M
| $46K | ﹤0.01% |
+11,125
| New | +$46.1K |
|
|
DTEA
3321
DELISTED
DAVIDsTEA Inc. Common Stock
DTEA
| $46K | ﹤0.01% |
12,987
+993
| +8% | +$3.65K |
|
|
ATRS
3322
DELISTED
Antares Pharma, Inc.
ATRS
| $45K | ﹤0.01% |
17,506
+847
| +5% | +$2.11K |
|
|
MOBL
3323
DELISTED
MobileIron, Inc.
MOBL
| $45K | ﹤0.01% |
10,078
-170
| -2% | -$775 |
|
3324
Anavex Life Sciences
AVXL
$250M
| $43K | ﹤0.01% |
16,553
-2,909
| -15% | -$8.13K |
|
|
MR
3325
DELISTED
Montage Resources Corporation Common Stock
MR
| $41K | ﹤0.01% |
1,704
-2,065
| -55% | -$46.1K |
|
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Parametric Portfolio Associates's Q2 2018 Portfolio in Review
As of Q2 2018, Parametric Portfolio Associates held 4,108 positions worth $106B, up 4.1% from $101B the previous quarter. Its ten largest holdings account for 15% of the portfolio.
Parametric Portfolio Associates's Q2 2018 filing shows 177 new, 2,297 increased, 1,378 reduced and 232 closed positions. Its largest new stake was Mitsubishi UFJ Financial: 8,888,091 shares worth $50.2M. The largest sale was Time Warner Inc, an estimated $198M.
By sector, the portfolio is most concentrated in Financials at 15% of assets, down from 15% a quarter earlier, followed by Technology and Healthcare.
- Parametric Portfolio Associates's largest Q2 2018 buy was Mitsubishi UFJ Financial: 8,888,091 shares worth $50.2M.
- Parametric Portfolio Associates added most to AT&T in Q2 2018, an estimated $92.5M increase.
- Parametric Portfolio Associates's biggest Q2 2018 reduction was iShares Core S&P 500 ETF, cutting an estimated $156M.
- Parametric Portfolio Associates fully exited Time Warner Inc in Q2 2018, selling an estimated $198M.
- Parametric Portfolio Associates's ten largest holdings make up 15% of its $106B portfolio in Q2 2018.
- Parametric Portfolio Associates opened 177 new positions and closed 232 in Q2 2018.
- Parametric Portfolio Associates's portfolio value rose 4.1% quarter-over-quarter to $106B.
Based on Parametric Portfolio Associates's 13F filing for Q2 2018, filed 13 Aug 2018.